Optimal Investment

Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers. The final chapter assesses the...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Rogers, L. C. G. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Series:SpringerBriefs in Quantitative Finance,
Subjects:
Social sciences-Mathematics.
Finance.
Numerical analysis.
Mathematical optimization.
Calculus of variations.
Probabilities.
Mathematics in Business, Economics and Finance.
Financial Economics.
Numerical Analysis.
Calculus of Variations and Optimization.
Probability Theory.
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